Tests for asymmetry in possibly nonstationary dynamic panel models
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- Leon Li & Mark J. Holmes & Bong Soo Lee, 2016. "The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach," Applied Economics, Taylor & Francis Journals, vol. 48(57), pages 5525-5545, December.
- Kuo, Chii-Shyan & Li, Ming-Yuan Leon & Yu, Shang-En, 2013. "Non-uniform effects of CEO equity-based compensation on firm performance – An application of a panel threshold regression model," The British Accounting Review, Elsevier, vol. 45(3), pages 203-214.
- Dong Shin & Oesook Lee, 2008. "Unit root tests for panel MTAR model with cross-sectionally dependent error," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 315-326, April.
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